+110.2%
T vs DKNG
-23.0%
+133.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +2.0% |
| 7D | +1.5% | +3.0% | -1.6% | +1.5% |
| 30D | +7.5% | -3.0% | +10.5% | +7.4% |
| 3M | +14.8% | -17.6% | +32.4% | +14.5% |
| 6M | -1.7% | -3.2% | +1.5% | -1.6% |
| YTD | +8.7% | -28.2% | +36.9% | +8.7% |
| 1Y | -7.5% | -46.1% | +38.6% | -7.9% |
| 3Y | +110.2% | -22.2% | +132.4% | +107.8% |
| All | +110.2% | -23.0% | +133.2% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DKNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling